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This chapter shows the cases that AMAFMMs investigated nature of financial market phenomena. The first one built agents which search one optimized parameter in a whole simulation run and showed that even if all other traders are fixed, only one investor optimizing their strategy using backtesting leads to the time evolution of market prices becoming unstable. The last one built a new investment strategy agent and an old one and showed that they have a mutually beneficial relationship, while some people say new strategies prey on old ones for profit.

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Nature of Financial Market Phenomena

  • 章节

  • 发表日期：

    2025年

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  • Takanobu Mizuta,
  • Isao Yagi

摘要

This chapter shows the cases that AMAFMMs investigated nature of financial market phenomena. The first one built agents which search one optimized parameter in a whole simulation run and showed that even if all other traders are fixed, only one investor optimizing their strategy using backtesting leads to the time evolution of market prices becoming unstable. The last one built a new investment strategy agent and an old one and showed that they have a mutually beneficial relationship, while some people say new strategies prey on old ones for profit.